IJSRP, Volume 9, Issue 9, September 2019 Edition [ISSN 2250-3153]
Yeni Rahkmawati, I Made Sumertajaya, Muhammad Nur Aidi
The issue in ARIMA modeling is the use of model selection criteria to choose the best ARIMA model. The use of different model selection criteria can produce the best ARIMA models that are different so it can be difficult to choose the best model to be used. Therefore, a study was conducted on the characteristics of the model selection criteria through evaluating the accuracy in identifying the ARIMA model by using simulations on several generation data conditions with different models, parameter values and variances.